RNA modifications are essential for the establishment of cellular identity. Although increasing evidence indicates that RNA modifications regulate the innate immune response, their role in monocyte-to-macrophage differentiation and polarisation is unclear. To date, most studies have focused on m6A, while other RNA modifications, including 5hmC, remain poorly characterised. We profiled m6A and 5hmC epitranscriptomes, transcriptomes, translatomes and proteomes of monocytes and macrophages at rest and pro- and anti-inflammatory states. Transcriptome-wide mapping of m6A and 5hmC reveals an enrichment of m6A and/or 5hmC on specific categories of transcripts essential for macrophage differentiation. Our analyses indicate that m6A and 5hmC modifications are positively associated with the expression and translation of transcripts with critical functions in pro- and anti-inflammatory macrophages. Notably, we also discovered the co-occurrence of m6A and 5hmC on alternatively-spliced isoforms and/or opposing ends of the untranslated regions (UTR) of transcripts with key roles in macrophage biology. This study provides i) a comprehensive dataset to interrogate the role of RNA modifications in a plastic system ii) a resource for exploring different layers of gene expression regulation in the context of human monocyte-to-macrophage differentiation and polarisation, iii) new insights into RNA modifications as central regulators of effector cells in innate immunity.